Merge pull request #8 from oxfordcontrol/pg/v0.3.0-julia-port

Pg/v0.3.0 julia port

.cargo/config.toml

@@ -4,4 +4,4 @@
 # ------------------------------
 
 [build]
-rustdocflags = [ "--html-in-header", "./html/docs-header.html" ]
+rustdocflags = [ "--html-in-header", "./html/rustdocs-header.html" ]

.gitignore

@@ -4,5 +4,4 @@ Cargo.lock
 .vscode
 .env*
 notes*.txt
-julia   
 /dist

Cargo.toml

@@ -1,6 +1,6 @@
 [package]
 name = "clarabel"
-version = "0.2.0"
+version = "0.3.0"
 authors = ["Paul Goulart <[email protected]>"]
 edition = "2021"
 license = "Apache-2.0"
@@ -13,7 +13,8 @@ categories = ["mathematics"]
 [dependencies]
 num-traits = "0.2"
 derive_builder = "0.11"
-amd = "0.2.1"
+enum_dispatch = "0.3.8"
+amd = "0.2.2"
 
 [[example]]
 name = "lp"
@@ -27,17 +28,57 @@ path = "examples/rust/example_qp.rs"
 name = "socp"
 path = "examples/rust/example_socp.rs"
 
+[[example]]
+name = "powcone"
+path = "examples/rust/example_powcone.rs"
+
+[[example]]
+name = "expcone"
+path = "examples/rust/example_expcone.rs"
+
 [[example]]
 name = "box"
 path = "examples/rust/example_box.rs"
 
+
+
+# -------------------------------
+# custom build profiles 
+# -------------------------------
+[profile.release-with-debug]
+inherits = "release"
+debug = true
+
+
 # ------------------------------
-# Optional python interface 
+# Optional julia and python interface 
 # ------------------------------
 
 [features]
-# enables python interface build via pyo3
-python = ["dep:pyo3"]
+
+# enables julia interface 
+julia = ["dep:libc","dep:num-derive","dep:serde", "dep:serde_json"] 
+
+# enables python interface via pyo3.
+# should only be used with maturin builds.
+python = ["dep:pyo3","dep:num-derive"]
+
+[dependencies.num-derive]
+optional = true 
+version = "0.2"
+
+[dependencies.serde]
+optional = true 
+version = "1"
+features = ["derive"]
+
+[dependencies.serde_json]
+optional = true 
+version = "1"
+
+[dependencies.libc]
+optional = true 
+version = "0.2"
 
 [dependencies.pyo3]
 optional = true
@@ -48,14 +89,15 @@ features = ["extension-module", "abi3-py37"]
 
 [lib]
 name = "clarabel"
-# "cdylib" is necessary to produce a shared library that Python can import.
+# "cdylib" is necessary to produce a shared libraries for Python/Julia
 # "lib" is necessary to allow the ./examples to build
-crate-type = ["cdylib","lib"]
+crate-type = ["lib","cdylib"] 
+
 
 # ------------------------------
 # enable latex in docs 
 # credit: https://github.com/victe/rust-latex-doc-minimal-example
 # ------------------------------
 
 [package.metadata.docs.rs]
-rustdoc-args = [ "--html-in-header", "./html/docs-header.html" ]
+rustdoc-args = [ "--html-in-header", "./html/rustdocs-header.html" ]

README.md

@@ -10,7 +10,7 @@ Interior Point Conic Optimization for Rust and Python
   <a href="https://codecov.io/gh/oxfordcontrol/Clarabel.rs"><img src="https://codecov.io/gh/oxfordcontrol/Clarabel.rs/branch/main/graph/badge.svg"></a>
   <a href="https://oxfordcontrol.github.io/ClarabelDocs/stable"><img src="https://img.shields.io/badge/Documentation-stable-purple.svg"></a>
   <a href="https://opensource.org/licenses/Apache-2.0"><img src="https://img.shields.io/badge/License-Apache%202.0-blue.svg"></a>
-  <a href="https://github.com/oxfordcontrol/Clarabel.rs/releases"><img src="https://img.shields.io/badge/Release-v0.2.0-blue.svg"></a>
+  <a href="https://github.com/oxfordcontrol/Clarabel.rs/releases"><img src="https://img.shields.io/badge/Release-v0.3.0-blue.svg"></a>
 </p>
 
 <p align="center">
@@ -47,7 +47,7 @@ Clarabel is also available in a Julia implementation.  See [here](https://github
 
 ## Features
 
-* __Versatile__: Clarabel.rs solves linear programs (LPs), quadratic programs (QPs) and second-order cone programs (SOCPs).  Future versions will provide support for problems involving positive semidefinite, exponential and power cones.
+* __Versatile__: Clarabel.rs solves linear programs (LPs), quadratic programs (QPs) and second-order cone programs (SOCPs).   It also solves problems with exponential and power cone constraints.  Future versions will provide support for problems involving positive semidefinite cone constraints.
 * __Quadratic objectives__: Unlike interior point solvers based on the standard homogeneous self-dual embedding (HSDE), Clarabel.rs handles quadratic objectives without requiring any epigraphical reformulation of the objective.   It can therefore be significantly faster than other HSDE-based solvers for problems with quadratic objective functions.
 * __Infeasibility detection__: Infeasible problems are detected using a homogeneous embedding technique.
 * __Open Source__: Our code is available on [GitHub](https://github.com/oxfordcontrol/Clarabel.rs) and distributed under the Apache 2.0 License

examples/python/example_expcone.py

@@ -0,0 +1,29 @@
+import clarabel;
+import numpy as np;
+from scipy import sparse;
+
+# Exponential cone example
+# max  x
+# s.t. y * exp(x / y) <= z
+#      y == 1, z == exp(5)
+
+# Define problem data
+P = sparse.csc_matrix([[0., 0., 0.], [0., 0., 0.], [0., 0., 0.]]);
+P = sparse.triu(P).tocsc();
+
+q = np.array([-1.,0.,0.]);
+
+A = sparse.csc_matrix( \
+    [[ -1., 0., 0.],        
+     [  0.,-1., 0],        
+     [  0., 0.,-1.],        
+     [  0., 1., 0.],       
+     [  0., 0., 1.]]);     
+
+b = np.array([0.,0.,0.,1.,np.exp(5.)]);
+
+cones = [clarabel.ExponentialConeT(), clarabel.ZeroConeT(2)]
+settings = clarabel.DefaultSettings();
+
+solver = clarabel.DefaultSolver(P,q,A,b,cones,settings);
+solver.solve()

examples/rust/example_expcone.rs

@@ -0,0 +1,33 @@
+#![allow(non_snake_case)]
+use clarabel::algebra::*;
+use clarabel::solver::*;
+
+// Exponential Cone Example
+
+// max  x
+// s.t. y * exp(x / y) <= z
+//      y == 1, z == exp(5)
+
+fn main() {
+    let P = CscMatrix::spalloc(3, 3, 0); // For P = 0
+    let q = vec![-1., 0., 0.];
+
+    let A = CscMatrix::new(
+        5,                           // m
+        3,                           // n
+        vec![0, 1, 3, 5],            // colptr
+        vec![0, 1, 3, 2, 4],         // rowval
+        vec![-1., -1., 1., -1., 1.], // nzval
+    );
+
+    let b = vec![0., 0., 0., 1., (5f64).exp()];
+
+    let cones = [ExponentialConeT(), ZeroConeT(2)];
+
+    let settings = DefaultSettings {
+        verbose: true,
+        ..DefaultSettings::default()
+    };
+    let mut solver = DefaultSolver::new(&P, &q, &A, &b, &cones, settings);
+    solver.solve();
+}

examples/rust/example_powcone.rs

@@ -0,0 +1,40 @@
+#![allow(non_snake_case)]
+use clarabel::algebra::*;
+use clarabel::solver::*;
+
+// Power Cone Example
+//
+//  solve the following power cone problem
+//  max  x1^0.6 y^0.4 + x2^0.1
+//  s.t. x1, y, x2 >= 0
+//       x1 + 2y  + 3x2 == 3
+//  which is equivalent to
+//  max z1 + z2
+//  s.t. (x1, y, z1) in K_pow(0.6)
+//       (x2, 1, z2) in K_pow(0.1)
+//       x1 + 2y + 3x2 == 3
+
+fn main() {
+    let P = CscMatrix::spalloc(6, 6, 0); // For P = 0
+    let q = vec![0.0, 0.0, -1.0, 0.0, 0.0, -1.0];
+
+    let A = CscMatrix::new(
+        8,                                                      // m
+        6,                                                      // n
+        vec![0, 2, 4, 5, 7, 9, 10],                             // colptr
+        vec![0, 6, 1, 6, 2, 3, 6, 4, 7, 5],                     // rowval
+        vec![-1., -1., -1., -2., -1., -1., -3., -1., -1., -1.], // nzval
+    );
+
+    let b = vec![0.0, 0.0, 0.0, 0.0, 0.0, 0.0, -3.0, -1.0];
+
+    let cones = [PowerConeT(0.6), PowerConeT(0.1), ZeroConeT(1), ZeroConeT(1)];
+
+    let settings = DefaultSettings {
+        verbose: true,
+        max_iter: 100,
+        ..DefaultSettings::default()
+    };
+    let mut solver = DefaultSolver::new(&P, &q, &A, &b, &cones, settings);
+    solver.solve();
+}

src/algebra/floats.rs

@@ -1,4 +1,4 @@
-use num_traits::{Float, FromPrimitive, NumAssign};
+use num_traits::{Float, FloatConst, FromPrimitive, NumAssign};
 
 /// Trait for floating point types used in the Clarabel solver
 ///
@@ -14,6 +14,7 @@ pub trait FloatT:
     'static
     + Send
     + Float
+    + FloatConst
     + NumAssign
     + Default
     + FromPrimitive
@@ -46,7 +47,7 @@ macro_rules! impl_as_T {
     ($ty:ty, $ident:ident) => {
         impl<T> AsFloatT<T> for $ty
         where
-            T: FromPrimitive + 'static,
+            T: std::ops::Mul<T, Output = T> + FromPrimitive + 'static,
         {
             #[inline]
             fn as_T(&self) -> T {
@@ -57,5 +58,6 @@ macro_rules! impl_as_T {
 }
 impl_as_T!(u32, from_u32);
 impl_as_T!(u64, from_u64);
+impl_as_T!(usize, from_usize);
 impl_as_T!(f32, from_f32);
 impl_as_T!(f64, from_f64);